-2.5%
CMG vs NET
+112.9%
-115.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.3% |
| 7D | -2.8% | -7.0% | +4.2% | -1.7% |
| 30D | +7.1% | -4.8% | +11.9% | +7.5% |
| 3M | +31.2% | +3.8% | +27.3% | +29.2% |
| 6M | +0.7% | +50.0% | -49.4% | -9.0% |
| YTD | -0.1% | +41.5% | -41.6% | -9.5% |
| 1Y | -10.7% | +32.8% | -43.6% | -18.8% |
| 3Y | -4.7% | +335.9% | -340.6% | -35.4% |
| All | -2.5% | +112.9% | -115.4% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling